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Wealthfront Risk Parity Fund Class W (WFRPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

IssuerWealthfront
Inception DateJan 22, 2018
CategoryGlobal Equities
Min. Investment$5,000,000
Home Pagewww.wealthfront.com
Asset ClassEquity

Expense Ratio

The Wealthfront Risk Parity Fund Class W has a high expense ratio of 0.25%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with WFRPX

Wealthfront Risk Parity Fund Class W

Popular comparisons: WFRPX vs. VEA, WFRPX vs. ^GSPC, WFRPX vs. SCHG, WFRPX vs. SPY, WFRPX vs. HYGH, WFRPX vs. VFIAX, WFRPX vs. VTI, WFRPX vs. FDFIX, WFRPX vs. TLH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Wealthfront Risk Parity Fund Class W, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
-5.55%
85.26%
WFRPX (Wealthfront Risk Parity Fund Class W)
Benchmark (^GSPC)

S&P 500

Returns By Period

Wealthfront Risk Parity Fund Class W had a return of 2.13% year-to-date (YTD) and 7.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.13%10.16%
1 month2.64%3.47%
6 months12.98%22.20%
1 year7.11%30.45%
5 years (annualized)-0.48%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.25%1.14%
2023-4.01%-5.70%-3.47%8.04%5.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
WFRPX
Wealthfront Risk Parity Fund Class W
0.67
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Wealthfront Risk Parity Fund Class W Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.67
2.76
WFRPX (Wealthfront Risk Parity Fund Class W)
Benchmark (^GSPC)

Dividends

Dividend History

Wealthfront Risk Parity Fund Class W granted a 4.76% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.


PeriodTTM202320222021202020192018
Dividend$0.39$0.39$0.10$0.32$0.03$0.39$0.11

Dividend yield

4.76%4.86%1.31%3.02%0.29%3.63%1.33%

Monthly Dividends

The table displays the monthly dividend distributions for Wealthfront Risk Parity Fund Class W. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.09
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2020$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.25
2018$0.01$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-20.67%
0
WFRPX (Wealthfront Risk Parity Fund Class W)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Wealthfront Risk Parity Fund Class W. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Wealthfront Risk Parity Fund Class W was 42.76%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Wealthfront Risk Parity Fund Class W drawdown is 20.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.76%Feb 24, 202018Mar 18, 2020
-17.64%Jan 30, 2018228Dec 24, 2018120Jun 18, 2019348
-4.5%Jul 5, 201922Aug 5, 201918Aug 29, 201940
-3.04%Sep 5, 20197Sep 13, 201928Oct 23, 201935
-2.56%Jun 21, 20194Jun 26, 20194Jul 2, 20198

Volatility

Volatility Chart

The current Wealthfront Risk Parity Fund Class W volatility is 2.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.25%
2.82%
WFRPX (Wealthfront Risk Parity Fund Class W)
Benchmark (^GSPC)